-32.4%
CHTR vs CF
+50.1%
-82.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +17.2% | +4.8% | +12.4% | +17.1% |
| 30D | +31.6% | +4.7% | +26.9% | +31.4% |
| 3M | -11.6% | +7.4% | -19.0% | -11.6% |
| 6M | -3.3% | +0.6% | -3.9% | -3.2% |
| YTD | -33.7% | +64.1% | -97.8% | -33.8% |
| 1Y | -32.4% | +51.4% | -83.8% | -32.5% |
| All | -32.4% | +50.1% | -82.5% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling